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AQR Capital Management Portfolio holdings
AUM
$218B
1-Year Est. Return
29.41%
This Fund
S&P 500
This Quarter
Est. Return
+1.55%
1 Year Est. Return
+29.41%
3 Year Est. Return
+92.15%
5 Year Est. Return
+116.61%
10 Year Est. Return
+435.72%
AUM
$84.9B
AUM Growth
-$4.71B
(-5.3%)
Cap. Flow
-$5.22B
Cap. Flow
% of AUM
-6.15%
Top 10 Holdings %
Top 10 Hldgs %
12.09%
Holding
2,249
New
193
Increased
926
Reduced
943
Closed
142
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
TWTR
Twitter, Inc.
TWTR
|
+$331M |
| 2 |
United Airlines
UAL
|
+$312M |
| 3 |
PepsiCo
PEP
|
+$271M |
| 4 |
Delta Air Lines
DAL
|
+$263M |
| 5 |
Qualcomm
QCOM
|
+$185M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$451M |
| 2 |
Amazon
AMZN
|
+$348M |
| 3 |
Merck
MRK
|
+$337M |
| 4 |
IQVIA
IQV
|
+$313M |
| 5 |
Adobe
ADBE
|
+$291M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 19.95% |
| 2 | Healthcare | 13.18% |
| 3 | Financials | 12.77% |
| 4 | Consumer Discretionary | 12.29% |
| 5 | Industrials | 11.61% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
Microsoft
MSFT
$2.84T
| $1.77B | 2.08% |
12,800,061
-3,283,142
| -20% | -$451M |
|
2
Apple
AAPL
$4.89T
| $1.39B | 1.64% |
24,803,460
-3,658,512
| -13% | -$191M |
|
3
Procter & Gamble
PG
$343B
| $1.11B | 1.31% |
8,944,982
-141,153
| -2% | -$16.7M |
|
4
Meta Platforms (Facebook)
META
$1.51T
| $977M | 1.15% |
5,495,594
-341,547
| -6% | -$64.9M |
|
5
Alphabet (Google) Class A
GOOGL
$3.91T
| $952M | 1.12% |
15,593,720
-2,983,460
| -16% | -$177M |
|
6
Exelon
EXC
$48.6B
| $871M | 1.03% |
25,271,093
-4,712,802
| -16% | -$158M |
|
7
Johnson & Johnson
JNJ
$635B
| $862M | 1.02% |
6,662,871
+43,577
| +0.7% | +$5.74M |
|
8
Biogen
BIIB
$29.9B
| $815M | 0.96% |
3,516,611
-277,141
| -7% | -$64.5M |
|
9
Intel
INTC
$466B
| $767M | 0.9% |
15,034,538
+3,421,946
| +29% | +$168M |
|
|
10
PepsiCo
PEP
$186B
| $755M | 0.89% |
5,522,150
+2,037,446
| +58% | +$271M |
|
|
11
Amazon
AMZN
$2.5T
| $750M | 0.88% |
8,714,280
-3,757,440
| -30% | -$348M |
|
12
Cisco
CSCO
$450B
| $724M | 0.85% |
14,712,190
-1,815,252
| -11% | -$94.3M |
|
13
Allstate
ALL
$66.9B
| $654M | 0.77% |
6,023,950
-348,609
| -5% | -$36.4M |
|
|
14
Merck
MRK
$324B
| $619M | 0.73% |
7,709,672
-4,201,993
| -35% | -$337M |
|
15
Alibaba
BABA
$269B
| $617M | 0.73% |
3,688,444
-234,022
| -6% | -$40.2M |
|
16
Walmart Inc
WMT
$871B
| $585M | 0.69% |
14,785,533
+184,449
| +1% | +$6.96M |
|
17
Synchrony
SYF
$23.7B
| $551M | 0.65% |
16,339,728
+2,645,687
| +19% | +$90.7M |
|
18
Intuit
INTU
$81.1B
| $542M | 0.64% |
2,050,589
-522,353
| -20% | -$144M |
|
19
Verizon
VZ
$194B
| $532M | 0.63% |
8,821,569
-1,527,873
| -15% | -$88M |
|
20
Consolidated Edison
ED
$41.6B
| $515M | 0.61% |
5,451,104
+809,544
| +17% | +$71.9M |
|
|
21
Alphabet (Google) Class C
GOOG
$3.9T
| $509M | 0.6% |
8,354,320
-579,840
| -6% | -$34.3M |
|
22
Mastercard
MA
$477B
| $506M | 0.6% |
1,864,943
-268,805
| -13% | -$74.1M |
|
23
TSMC
TSM
$2.09T
| $498M | 0.59% |
10,719,553
+1,978,348
| +23% | +$84.4M |
|
24
Micron Technology
MU
$1.04T
| $493M | 0.58% |
11,502,231
+121,082
| +1% | +$5.47M |
|
25
Thermo Fisher Scientific
TMO
$211B
| $483M | 0.57% |
1,658,345
-483,126
| -23% | -$138M |
|
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AQR Capital Management's Q3 2019 Portfolio in Review
As of Q3 2019, AQR Capital Management held 2,249 positions worth $84.9B, down 5.3% from $89.6B the previous quarter. Its ten largest holdings account for 12% of the portfolio.
AQR Capital Management withdrew a net $5.22B in Q3 2019, closing 142 positions and reducing 943 holdings. Its most notable exit was Anadarko Petroleum, an estimated $36.4M position sold in full.
By sector, the portfolio is most concentrated in Technology at 20% of assets, down from 20% a quarter earlier, followed by Healthcare and Financials.
Against the trend, AQR Capital Management opened a new position in American Airlines Group worth $67.8M.
- AQR Capital Management's largest Q3 2019 buy was American Airlines Group: 2,515,260 shares worth $67.8M.
- AQR Capital Management added most to Twitter, Inc. in Q3 2019, an estimated $331M increase.
- AQR Capital Management's biggest Q3 2019 reduction was Microsoft, cutting an estimated $451M.
- AQR Capital Management fully exited Anadarko Petroleum in Q3 2019, selling an estimated $36.4M.
- AQR Capital Management's ten largest holdings make up 12% of its $84.9B portfolio in Q3 2019.
- AQR Capital Management opened 193 new positions and closed 142 in Q3 2019.
- AQR Capital Management's portfolio value fell 5.3% quarter-over-quarter to $84.9B.
Based on AQR Capital Management's 13F filing for Q3 2019, filed 14 Nov 2019.